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Igloo Building
In Jan. 1999 I took a Winter Survival course from the U of Manitoba.  We camped north of Brandon at Delta Marsh on Lake Manitoba.  It got down to -25C, but I was toasty in a - 25C rated bag on a Thermarest and a caribou hide in our igloo which warmed up to about -5C. 
      Key steps to igloo building. You need a good heavy knife for chopping a base on hard snow. Make lots of blocks (maybe 30) with a normal carpenter saw (see below).  Make a good circle of around 7 ft diameter to sleep 5.  Using 2 sticks and a string is helpful but you can use your own body in a pinch (hand on a point then drag your toe like a compas).  After you mark out the circle make the first row by leaning the blocks in slightly. If you're on ground try to dig down to it.  If you're on the ice leave a layer of snow for insulation.  Make sure you sleep on an insulating layer  (Caribou skin is great for this).

Door:  You can try to make the traditional entrance - after the main structure is done dig a tunnel through the floor layer and out side then build the familiar mail box shaped vestibule. Or just cut a hole in a sturdy part of your wall (better if you need sleeping floor space) and fill it with a block the same size when you retire for the night.
Final Step:  YOU NEED AIR! Cut a hole about an inch in diameter into the door just off the surface and another one in the center of the roof.  The one on top lets in clean air and the one on the bottom lets out the CO2.
 
 

Next.
Once the first row is set, cut a ramp into a sturdy block as shown to the right.  Then spiral up leaning each block in slightly further each time.  For each block set the first corner (A) then cut a radial (see next picture) with your knife along (E) and below the right corner touching the set blocks (D to B) until the knife moves freely along D and E (always cut only into the new block).  Once the knife moves freely womp the new block on the right side.  This sets the block and it should be quite solid.  Keep this going until one block can fill in the remaining hole.  That block needs to be cut in like the top of pumpkin for a Jack a lantern.
The radial cut is an important part of the igloo construction.  Each edge of the block needs to be cut along a radial from the center of the igloo.  Prior to adding a new block always cut the left edge (A) of the most recently set block along the radial.  Then when adding the new block the base can be started in the proper position and the initial radial cutting (at C) is included in the initial cut along the right side of the block (at E above).

Cutting Blocks is an art in itself.  First you have to find a bank of snow that supports your weight but you can still stick a saw into it.  Blocks are most easily cut after digging a hole with a straight edge and cutting sideways into a drift. Depending on the strength of the snow (it may have weaker layers) the blocks can be cut flat or like slices out of a loaf.  It is important to cut down into the snow at a slight angle into the block so that it doesn't bind and break when you lift it out.
We had a nice consistent bank to work in, so I could cut our blocks like slices out of a loaf. The blocks should be around the full length of a saw long,  as wide as the length of the saw blade only (ie with out the handle) and 4 inches thick.  Below I am cutting down the length of the saw blade and out 4 inches.  You can also cut them lying flat by cutting down the 4" and out the length of the saw blade.  We have dug down the length of a saw, then cut with the saw along each edge (including underneath - very important).  If I had made the block lying flat, I would be using the saw as a lever to lift from the bottom. The squarer the block the easier the fitting goes. The guy in the background of 2nd pic is Craig.

Above Nestor is working up the block ramp.  Note the jagged chunks missing in this wall.  As long as the brick is set well, that is not a big problem.  Just get a handful of snow and hold it against any hole for a few seconds (pushing could knock the igloo in).  The snow will stay were you hold it.
Final Stages! In the 2nd picture that's Nestor with the knife and our instructor Russ on the right. I think the guys on the left are Louis and Kelsey. The third picture is after a nights sleep (it blew all night but we were toasty).  Our body heat iced up the igloo enough that it could support three guy's weight.  Note the spiral in the old black and white picture.

The last picture below is is the beginning of a "Quincy" which is really just a pile of snow that you let set for an hour or so (if it is colder than -10C).  The snow on the ground is actually at different temperatures so the piling and setting allows a transfer of heat which creates new stronger snow crystals.  After an hour you just hollow this out and you have a pretty good snow shelter, but it is only good for a couple of nights because it ices up so fast.  An igloo can last a whole winter because it is made of denser snow. 
Hollowing out a Quincy  is a bit of a challenge.  Make sure you are in non-stick clothes as there will be lots of falling snow.  It is pretty hard work so the snow will be melting fairly easily if it lands on you. Work on your belly - if the loose snow falls on you it is easier to do a push up than a sit up with all that snow on you. And remember the air holes.

The ice up problem was a somewhat disappointing message I took from the course. Basically any modern sleeping bag takes on a small amount of moisture from our bodies for each nights sleep in cold temperatures.  In warmer temperatures it dries out quite easily but at colder temperatures, after a week, a normal bag starts to be a cold wet sponge.  To get around this, the Inuit use caribou hides which have very good insulative value and are light weight.  After a night surrounded by hides the Inuit wake up and put on their warm Caribou hide clothes.  They let the sleeping hides cool outside and then whack em with sticks which knocks all the water (which has now turned to ice) off! Caribou skins seemed quite a good winter investment.
    As for winter survival eating - it is recommended.  The body's heat is what keeps you warm in most survival situations and that takes food energy.  Inuit dining practices, like eating stomach insides to get your vegetables and eating meat and organs raw to get the most nutrition, may be gross but it all seems to make sense for winter survival.

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